xy>=1 as rotated cone #192

ampl · May 29, 2023 · cbef5c5 · cbef5c5
1 parent d0e4b86
commit cbef5c5
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Showing 4 changed files with 34 additions and 3 deletions.
diff --git a/CHANGES.mp.md b/CHANGES.mp.md
@@ -2,6 +2,10 @@ Summary of recent updates to the AMPL MP Library
 ================================================
 
 
+## TBD
+- Cones: recognize xy >= 1 as rotated SOC.
+
+
 ## 20230515
 - *Recognize exponential conic constraints*.
   Exponential cones are recognized and passed to the

diff --git a/include/mp/flat/redef/conic/cones.h b/include/mp/flat/redef/conic/cones.h
@@ -233,10 +233,10 @@ class Convert1QC : public MCKeeper<MCType> {
         if (fND1 && qptt.coef12*sens<0.0)
           return false;
         if ((sens>0 &&
-             qptt.nSamePos==0 && qptt.nSameNeg)
+             qptt.nSamePos==0)
             ||
             (sens<0 &&
-             qptt.nSameNeg==0 && qptt.nSamePos))
+             qptt.nSameNeg==0))
           return AddRotatedQC(qpterms, lint, rhs,
                               qptt.iDiffVars);
       }
@@ -518,7 +518,7 @@ class Convert1QC : public MCKeeper<MCType> {
   bool AddRotatedQC(const QuadTerms& qpterms,
                     const LinTerms& lint,
                     double rhs, int iDiffVars) {
-    assert(lint.size() + (iDiffVars>=0) == 1);
+    assert(lint.size() + (iDiffVars>=0) <= 1);
     const auto rhsNon0 = (std::fabs(rhs)!=0.0);
     std::vector<int> x(qpterms.size()+1+lint.size()+rhsNon0);
     std::vector<double> c(qpterms.size()+1+lint.size()+rhsNon0);

diff --git a/test/end2end/cases/categorized/fast/conic/modellist.json b/test/end2end/cases/categorized/fast/conic/modellist.json
@@ -51,6 +51,14 @@
     "objective" : 11.42915114,
     "tags" : ["socp"]
   },
+  {
+    "name" : "socp_09_rsoc_hyperb_eoq",
+    "tags" : ["socp"],
+    "values": {
+      "x": 3651.48
+    },
+    "comment": "Obj values are strangely different among solvers..."
+  },
   {
     "name" : "expcones_01__plain",
     "objective" : 0.7821882953,

diff --git a/test/end2end/cases/categorized/fast/conic/socp_09_rsoc_hyperb_eoq.mod b/test/end2end/cases/categorized/fast/conic/socp_09_rsoc_hyperb_eoq.mod
@@ -0,0 +1,19 @@
+## Economic order quantity
+## MO-Book https://github.com/mobook/MO-book
+
+param h default 0.75;      # cost of holding one item for one year 
+param c default 500;       # cost of processing one order
+param d default 10000;     # annual demand
+
+# define variables for conic constraints
+var x >= 0;
+var y >= 0;
+
+# conic constraint
+s.t. q:
+    x*y >= 1;
+
+# linear objective
+minimize eoq:
+    h*x/2 + c*d*y;
+